Dr Haeran Cho awarded £159,000 Leverhulme Trust grant
7 January 2020
The Leverhulme Trust has awarded the research grant to a project titled ‘New challenges in change-point problems’.
With the growth of big data and Internet of Things, there has been a surge of interest in computationally fast and statistically efficient methods for change-point detection. With the number of model parameters increasing drastically with the dimensionality, statistical models for very large datasets are necessarily simple and therefore may fail to capture the full complexity of the data.
Assuming that the data structure undergoes changes at a handful of time points lends flexibility to the model and thus ensures the robustness of statistical methods, as well as estimating the number and locations of such time points providing insights into the data generating mechanism.
Dr Cho will undertake to address important and challenging change-point problems directly motivated by the dynamic nature and dimensionality of modern datasets.
Read more about The Leverhulme Trust on their website.